-23.7%
PDD vs VT
+66.2%
-89.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -4.1% | +0.4% | -4.5% | -4.8% |
| 30D | -9.6% | +1.0% | -10.6% | -11.1% |
| 3M | -4.3% | +2.4% | -6.7% | -8.7% |
| 6M | -18.8% | +12.0% | -30.8% | -33.3% |
| YTD | -27.5% | +15.3% | -42.8% | -43.3% |
| 1Y | -33.6% | +22.6% | -56.2% | -53.1% |
| 3Y | -20.4% | +74.7% | -95.1% | -71.8% |
| All | -23.7% | +66.2% | -89.9% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling